+194.0%
GGLL vs MNDY
-30.0%
+224.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.3% |
| 7D | +5.1% | -18.4% | +23.5% | +9.5% |
| 30D | -35.5% | -14.1% | -21.3% | -33.7% |
| 3M | -39.2% | -13.8% | -25.3% | -37.9% |
| 6M | -54.4% | +6.0% | -60.4% | -56.1% |
| YTD | -29.8% | -48.2% | +18.4% | -21.3% |
| 1Y | -20.4% | -54.0% | +33.6% | -8.2% |
| 3Y | +149.7% | -45.5% | +195.2% | +147.7% |
| All | +194.0% | -30.0% | +224.0% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling